Is this a COMPILE error, or a LINKER error?
Didn't look at the video, but presuming you started with CubeMX (or the IDE embedded version of this), those functions usually reside in usbd_cdc.h and usbd_cdc.c, located in
YOUR_PROJECT_DIR\Middlewares\ST\STM32_USB_Device_Library\CDC\Inc and \Src
If those files exist in your project directory, perhaps the IDE is not configured to look in those directories for files. Presuming you are using an Eclipse-based IDE, rIght-click on the project in the "Project Explorer" window, expand "C/C++ Build" and click on "Settings". In the "Tool Settings" tab, click on "Includes" under "MCU GCC Compiler". You should see a list of directories that the compiler searches for .h files. Make sure the above directory is listed.